par_to_ktau

ktau_to_par

Conversion between Kendall's tau and parameters

Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling. The 'rvinecopulib' package implements the core features of the
popular 'VineCopula' package, in particular inference algorithms for both vine
copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker
and more modern API, improved performances, especially in high dimensions,
nonparametric and multi-parameter families, and the ability to model discrete
variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only
C++ library (currently version 0.7.2). Thus users do not need to install
'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial
releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib'
is licensed under the GNU GPL version 3.

Thomas Nagler

rvinecopulib

High Performance Algorithms for Vine Copula Modeling

Thibault Vatter

par_to_ktau function

<dl><dt>family</dt>
<dd>a copula family (see <code>bicop_dist()</code>) or a bicop_dist object.</dd>
<dt>rotation</dt>
<dd>the rotation of the copula, one of <code>0</code>, <code>90</code>, <code>180</code>, <code>270</code>.</dd>
<dt>parameters</dt>
<dd>vector or matrix of copula parameters, not used when
<code>family</code> is a <code>bicop_dist</code> object.</dd>
<dt>tau</dt>
<dd>Kendall's \(\tau\).</dd></dl>

Arguments

Conversion between Kendall's tau and parameters — par_to_ktau

<dl>

<dt>family</dt>
<dd>a copula family (see <code>bicop_dist()</code>) or a bicop_dist object.</dd>


<dt>rotation</dt>
<dd>the rotation of the copula, one of <code>0</code>, <code>90</code>, <code>180</code>, <code>270</code>.</dd>


<dt>parameters</dt>
<dd>vector or matrix of copula parameters, not used when
<code>family</code> is a <code>bicop_dist</code> object.</dd>


<dt>tau</dt>
<dd>Kendall's \(\tau\).</dd>

</dl>

par_to_ktau: Conversion between Kendall's tau and parameters

Description

Usage

Arguments

Examples